NYMEX Natural Gas Future February 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jan-2014 | 29-Jan-2014 | Change | Change % | Previous Week |  
                        | Open | 4.900 | 4.992 | 0.092 | 1.9% | 4.236 |  
                        | High | 5.115 | 5.716 | 0.601 | 11.7% | 5.246 |  
                        | Low | 4.867 | 4.901 | 0.034 | 0.7% | 4.203 |  
                        | Close | 5.033 | 5.557 | 0.524 | 10.4% | 5.182 |  
                        | Range | 0.248 | 0.815 | 0.567 | 228.6% | 1.043 |  
                        | ATR | 0.228 | 0.270 | 0.042 | 18.4% | 0.000 |  
                        | Volume | 72,612 | 15,798 | -56,814 | -78.2% | 796,258 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 7.836 | 7.512 | 6.005 |  |  
                | R3 | 7.021 | 6.697 | 5.781 |  |  
                | R2 | 6.206 | 6.206 | 5.706 |  |  
                | R1 | 5.882 | 5.882 | 5.632 | 6.044 |  
                | PP | 5.391 | 5.391 | 5.391 | 5.473 |  
                | S1 | 5.067 | 5.067 | 5.482 | 5.229 |  
                | S2 | 4.576 | 4.576 | 5.408 |  |  
                | S3 | 3.761 | 4.252 | 5.333 |  |  
                | S4 | 2.946 | 3.437 | 5.109 |  |  | 
        
            | Weekly Pivots for week ending 24-Jan-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 8.006 | 7.637 | 5.756 |  |  
                | R3 | 6.963 | 6.594 | 5.469 |  |  
                | R2 | 5.920 | 5.920 | 5.373 |  |  
                | R1 | 5.551 | 5.551 | 5.278 | 5.736 |  
                | PP | 4.877 | 4.877 | 4.877 | 4.969 |  
                | S1 | 4.508 | 4.508 | 5.086 | 4.693 |  
                | S2 | 3.834 | 3.834 | 4.991 |  |  
                | S3 | 2.791 | 3.465 | 4.895 |  |  
                | S4 | 1.748 | 2.422 | 4.608 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 5.716 | 4.653 | 1.063 | 19.1% | 0.481 | 8.7% | 85% | True | False | 135,533 |  
                | 10 | 5.716 | 4.203 | 1.513 | 27.2% | 0.335 | 6.0% | 89% | True | False | 157,249 |  
                | 20 | 5.716 | 3.953 | 1.763 | 31.7% | 0.249 | 4.5% | 91% | True | False | 149,256 |  
                | 40 | 5.716 | 3.902 | 1.814 | 32.6% | 0.180 | 3.2% | 91% | True | False | 111,555 |  
                | 60 | 5.716 | 3.476 | 2.240 | 40.3% | 0.150 | 2.7% | 93% | True | False | 82,275 |  
                | 80 | 5.716 | 3.476 | 2.240 | 40.3% | 0.133 | 2.4% | 93% | True | False | 65,195 |  
                | 100 | 5.716 | 3.476 | 2.240 | 40.3% | 0.122 | 2.2% | 93% | True | False | 53,944 |  
                | 120 | 5.716 | 3.476 | 2.240 | 40.3% | 0.114 | 2.1% | 93% | True | False | 45,761 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 9.180 |  
            | 2.618 | 7.850 |  
            | 1.618 | 7.035 |  
            | 1.000 | 6.531 |  
            | 0.618 | 6.220 |  
            | HIGH | 5.716 |  
            | 0.618 | 5.405 |  
            | 0.500 | 5.309 |  
            | 0.382 | 5.212 |  
            | LOW | 4.901 |  
            | 0.618 | 4.397 |  
            | 1.000 | 4.086 |  
            | 1.618 | 3.582 |  
            | 2.618 | 2.767 |  
            | 4.250 | 1.437 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 5.474 | 5.462 |  
                                | PP | 5.391 | 5.367 |  
                                | S1 | 5.309 | 5.272 |  |